CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7461 |
0.7457 |
-0.0004 |
-0.1% |
0.7499 |
| High |
0.7479 |
0.7491 |
0.0012 |
0.2% |
0.7530 |
| Low |
0.7452 |
0.7451 |
-0.0001 |
0.0% |
0.7447 |
| Close |
0.7453 |
0.7473 |
0.0021 |
0.3% |
0.7471 |
| Range |
0.0028 |
0.0041 |
0.0013 |
47.3% |
0.0083 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
57,141 |
78,570 |
21,429 |
37.5% |
364,052 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7593 |
0.7574 |
0.7495 |
|
| R3 |
0.7553 |
0.7533 |
0.7484 |
|
| R2 |
0.7512 |
0.7512 |
0.7480 |
|
| R1 |
0.7493 |
0.7493 |
0.7477 |
0.7502 |
| PP |
0.7472 |
0.7472 |
0.7472 |
0.7476 |
| S1 |
0.7452 |
0.7452 |
0.7469 |
0.7462 |
| S2 |
0.7431 |
0.7431 |
0.7466 |
|
| S3 |
0.7391 |
0.7412 |
0.7462 |
|
| S4 |
0.7350 |
0.7371 |
0.7451 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7730 |
0.7683 |
0.7516 |
|
| R3 |
0.7647 |
0.7600 |
0.7493 |
|
| R2 |
0.7565 |
0.7565 |
0.7486 |
|
| R1 |
0.7518 |
0.7518 |
0.7478 |
0.7500 |
| PP |
0.7482 |
0.7482 |
0.7482 |
0.7474 |
| S1 |
0.7435 |
0.7435 |
0.7463 |
0.7418 |
| S2 |
0.7400 |
0.7400 |
0.7455 |
|
| S3 |
0.7317 |
0.7353 |
0.7448 |
|
| S4 |
0.7235 |
0.7270 |
0.7425 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7514 |
0.7447 |
0.0066 |
0.9% |
0.0037 |
0.5% |
39% |
False |
False |
72,386 |
| 10 |
0.7692 |
0.7447 |
0.0245 |
3.3% |
0.0050 |
0.7% |
11% |
False |
False |
77,336 |
| 20 |
0.7704 |
0.7447 |
0.0256 |
3.4% |
0.0056 |
0.7% |
10% |
False |
False |
73,356 |
| 40 |
0.7804 |
0.7447 |
0.0356 |
4.8% |
0.0061 |
0.8% |
7% |
False |
False |
63,526 |
| 60 |
0.7838 |
0.7447 |
0.0391 |
5.2% |
0.0059 |
0.8% |
7% |
False |
False |
42,634 |
| 80 |
0.7838 |
0.7447 |
0.0391 |
5.2% |
0.0060 |
0.8% |
7% |
False |
False |
32,031 |
| 100 |
0.7868 |
0.7447 |
0.0421 |
5.6% |
0.0061 |
0.8% |
6% |
False |
False |
25,691 |
| 120 |
0.7899 |
0.7447 |
0.0452 |
6.0% |
0.0059 |
0.8% |
6% |
False |
False |
21,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7663 |
|
2.618 |
0.7597 |
|
1.618 |
0.7557 |
|
1.000 |
0.7532 |
|
0.618 |
0.7516 |
|
HIGH |
0.7491 |
|
0.618 |
0.7476 |
|
0.500 |
0.7471 |
|
0.382 |
0.7466 |
|
LOW |
0.7451 |
|
0.618 |
0.7425 |
|
1.000 |
0.7410 |
|
1.618 |
0.7385 |
|
2.618 |
0.7344 |
|
4.250 |
0.7278 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7472 |
0.7472 |
| PP |
0.7472 |
0.7471 |
| S1 |
0.7471 |
0.7470 |
|